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Trade: DYDX/USDT/480/HILO/HMA/5525

Strategy
DYDX/USDT/480/HILO/HMA/5525
Pair
DYDX_USDT
Interval
8h
Score
336921
Daily Profit
0.168239
Profit Factor
1.377064
Profitability
60.144928
Streak
35.306051
Best Strategy
Training Data Length
1481.330000
Evaluation Time
2025-09-29 10:20
Expiration Time
2025-11-12 12:33

Stats

Stats
Metric Static Long & Short Static Long Static Short Cumulative Long & Short Cumulative Long Cumulative Short
Total P&L 249217.6736 72101.4879 177116.1857 -224362.6027 -195118.011 -29244.5917
Total P&L (%) 249.2177 72.1015 177.1162 -224.3626 -195.118 -29.2446
Avg Daily Profit (%) 0.1682 0.0487 0.1196 0 0 -0.0234
Buy And Hold Return (%) 10 10 10 10 10 10
Max Trade Drawdown -175332 -80681 -123138 -453655 -291225 -244033
Profit Factor 1.3771 1.2144 1.5456 0.7759 0.6485 0.9344
Total Trades 138 69 69 138 69 69
Winning Trades 83 36 47 61 33 28
Losing Trades 55 33 22 77 36 41
Profitability (%) 60.1449 52.1739 68.1159 44.2029 47.8261 40.5797
Ratio Avg Win / Avg Loss 0.9125 1.1132 0.7235 0.9794 0.7074 1.3683
Largest Winning Trade 44954 39179 44954 53544 48792 53544
Largest Losing Trade -114687 -39413 -114687 -162331 -117609 -162331
Avg Bars in Trades 30 28 32 30 28 32
Avg Bars in Winners 29 26 31 26 23 28
Avg Bars in Losers 32 31 34 34 33 34
Bars Traded 4221 1978 2243 4221 1978 2243
Profit Streak 35.3061 35.3061 64.3061 0 0 0
Trades During Streak 3 1 3 0 0 0
Trades Multiplier 0.8 1.45 1.45 0.8 1.45 1.45
score 336921 -228926 -131412 -582666 -683303 -684732
Evaluation Data
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 1481.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637136000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759130442806,
    "expiration_time": 1762943616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Factors
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    }
}
Raw JSON (Stats)
{
    "columns": [
        "SB",
        "SL",
        "SS",
        "CB",
        "CL",
        "CS"
    ],
    "index": [
        "Total P&L",
        "Total P&L (%)",
        "Avg Daily Profit (%)",
        "Buy And Hold Return (%)",
        "Max Trade Drawdown",
        "Profit Factor",
        "Total Trades",
        "Winning Trades",
        "Losing Trades",
        "Profitability (%)",
        "Ratio Avg Win / Avg Loss",
        "Largest Winning Trade",
        "Largest Losing Trade",
        "Avg Bars in Trades",
        "Avg Bars in Winners",
        "Avg Bars in Losers",
        "Bars Traded",
        "Profit Streak",
        "Trades During Streak",
        "Trades Multiplier",
        "score"
    ],
    "data": [
        [
            249217.6736464988,
            72101.487936051,
            177116.1857104476,
            -224362.6026538312,
            -195118.0109670861,
            -29244.5916867451
        ],
        [
            249.217674,
            72.101488,
            177.116186,
            -224.362603,
            -195.118011,
            -29.244592
        ],
        [
            0.168239,
            0.048673,
            0.119566,
            0,
            0,
            -0.023351
        ],
        [
            10,
            10,
            10,
            10,
            10,
            10
        ],
        [
            -175332,
            -80681,
            -123138,
            -453655,
            -291225,
            -244033
        ],
        [
            1.377064,
            1.214393,
            1.545583,
            0.775901,
            0.648477,
            0.934445
        ],
        [
            138,
            69,
            69,
            138,
            69,
            69
        ],
        [
            83,
            36,
            47,
            61,
            33,
            28
        ],
        [
            55,
            33,
            22,
            77,
            36,
            41
        ],
        [
            60.144928,
            52.173913,
            68.115942,
            44.202899,
            47.826087,
            40.57971
        ],
        [
            0.912513,
            1.113193,
            0.723464,
            0.979416,
            0.70743,
            1.368295
        ],
        [
            44954,
            39179,
            44954,
            53544,
            48792,
            53544
        ],
        [
            -114687,
            -39413,
            -114687,
            -162331,
            -117609,
            -162331
        ],
        [
            30,
            28,
            32,
            30,
            28,
            32
        ],
        [
            29,
            26,
            31,
            26,
            23,
            28
        ],
        [
            32,
            31,
            34,
            34,
            33,
            34
        ],
        [
            4221,
            1978,
            2243,
            4221,
            1978,
            2243
        ],
        [
            35.306051,
            35.306051,
            64.306051,
            0,
            0,
            0
        ],
        [
            3,
            1,
            3,
            0,
            0,
            0
        ],
        [
            0.8,
            1.45,
            1.45,
            0.8,
            1.45,
            1.45
        ],
        [
            336921,
            -228926,
            -131412,
            -582666,
            -683303,
            -684732
        ]
    ]
}
Raw JSON (Evaluation Data)
{
    "trading_pair": "DYDX_USDT",
    "interval": "8h",
    "packets": 25000,
    "actual_packets": 4444,
    "evaluation_days": 1481.33,
    "actual_first_datapoint_time": 1631145600000,
    "first_datapoint_time": 1637136000000,
    "last_datapoint_time": 1759104000000,
    "evaluation_time": 1759130442806,
    "expiration_time": 1762943616000,
    "calculated_commission": 0.001,
    "initial_balance": 100000
}
Raw JSON (Factors)
{
    "first_band": {
        "type": "hilo",
        "factors": {
            "length": 0,
            "offset": 0
        }
    },
    "second_band": {
        "type": "hma",
        "factors": {
            "length": 196,
            "offset": 0
        }
    }
}

Visualization

Default 0.1% (applied once per trade) Default Flip immediately Chart only
# Side Entry time Exit time Entry price Exit price PnL PnL % (gross) PnL % (after margin) Duration Equity (Compounded 1000) Equity (Chart Exit) Δ $ (Chart - Table) Equity (Fixed 1000)